From 97488af814a7220a553b5dded59e2ce6c52f37f1 Mon Sep 17 00:00:00 2001 From: awb99 Date: Sat, 2 Sep 2023 22:19:03 -0500 Subject: [PATCH] josephinum futures viz --- app/demo/src/demo/algo/joseph.clj | 3 +-- app/demo/src/demo/goldly/page/tvalgo.cljs | 1 + app/resources/symbollist/futures-kibot.edn | 10 +++++----- app/resources/symbollist/joseph.edn | 10 ++++++++++ app/resources/trades.edn | 2 +- 5 files changed, 18 insertions(+), 8 deletions(-) diff --git a/app/demo/src/demo/algo/joseph.clj b/app/demo/src/demo/algo/joseph.clj index 2b504df4..f976532e 100644 --- a/app/demo/src/demo/algo/joseph.clj +++ b/app/demo/src/demo/algo/joseph.clj @@ -11,7 +11,6 @@ )) - (def d parse-date) (def trades @@ -57,7 +56,7 @@ (-> (load-trades-demo) count) (-> (load-trades) count) (->> (load-trades) - (filter #(= :future (:category %))) + ;(filter #(= :future (:category %))) (map :symbol) (into #{}) (into [])) diff --git a/app/demo/src/demo/goldly/page/tvalgo.cljs b/app/demo/src/demo/goldly/page/tvalgo.cljs index 34819540..41d29cee 100644 --- a/app/demo/src/demo/goldly/page/tvalgo.cljs +++ b/app/demo/src/demo/goldly/page/tvalgo.cljs @@ -20,6 +20,7 @@ (r/atom {:algos [] :symbols ["TLT" "SPY" "QQQ" "EURUSD" "RIVN" "GOOGL" "FCEL" "NKLA" "INTC" "FRC" "AMZN" "WFC" "PLTR" + "BZ0" "NG0" "RB0" "ZC0" "MES0" "M2K0" "MNQ0" "MYM0" ]})) (run-a algo-state [:algos] diff --git a/app/resources/symbollist/futures-kibot.edn b/app/resources/symbollist/futures-kibot.edn index 46cd1744..b5b26474 100644 --- a/app/resources/symbollist/futures-kibot.edn +++ b/app/resources/symbollist/futures-kibot.edn @@ -1,7 +1,7 @@ [ ;; agriculture {:symbol "BO0" :kibot "BO" :name "CONTINUOUS SOYBEAN OIL CONTRACT" :category :future} -{:symbol "C0" :kibot "C" :name "CONTINUOUS CORN CONTRACT" :category :future} +{:symbol "ZC0" #_"ZC instead of C" :kibot "C" :name "CONTINUOUS CORN CONTRACT" :category :future} {:symbol "S0" :kibot "S" :name "CONTINUOUS SOYBEANS CONTRACT" :category :future} {:symbol "W0" :kibot "BO":name "CONTINUOUS WHEAT CONTRACT" :category :future} {:symbol "SM0" :kibot "SM" :name "CONTINUOUS SOYBEAN MEAL CONTRACT" :category :future} @@ -85,10 +85,10 @@ {:symbol "NKD0" :kibot "NKD" :name "CONTINUOUS NIKKEI 225 DOLLAR INDEX CONTRACT" :category :future} ;; mini -{:symbol "ES0" :kibot "ES" :name "CONTINUOUS E-MINI S&P 500 CONTRACT" :category :future} -{:symbol "YM0" :kibot "YM" :name "CONTINUOUS E-MINI DOW JONES $5 CONTRACT" :category :future} -{:symbol "NQ0" :kibot "NQ" :name "CONTINUOUS E-MINI NASDAQ 100 CONTRACT" :category :future} -{:symbol "RTY0" :kibot "RTY" :name "CONTINUOUS E-MINI RUSSELL 2000 CONTRACT" :category :future} +{:symbol "MES0" #_"MES insted of ES" :kibot "ES" :name "CONTINUOUS E-MINI S&P 500 CONTRACT" :category :future} +{:symbol "MYM0" #_"MYM instead of YM":kibot "YM" :name "CONTINUOUS E-MINI DOW JONES $5 CONTRACT" :category :future} +{:symbol "MNQ0" #_"MNQ instead of NQ" :kibot "NQ" :name "CONTINUOUS E-MINI NASDAQ 100 CONTRACT" :category :future} +{:symbol "M2K0" #_"M2K instead of RTY":kibot "RTY" :name "CONTINUOUS E-MINI RUSSELL 2000 CONTRACT" :category :future} {:symbol "EMD0" :kibot "EMD" :name "CONTINUOUS E-MINI S&P MIDCAP 400 CONTRACT" :category :future} {:symbol "XAE0" :kibot "XAE" :name "CONTINUOUS E-MINI S&P 500 ENERGY SECTOR CONTRACT" :category :future} {:symbol "XAF0" :kibot "XAF" :name "CONTINUOUS E-MINI S&P 500 FINANCIAL SECTOR CONTRACT" :category :future} diff --git a/app/resources/symbollist/joseph.edn b/app/resources/symbollist/joseph.edn index 59915c5d..cf511cd3 100644 --- a/app/resources/symbollist/joseph.edn +++ b/app/resources/symbollist/joseph.edn @@ -10,6 +10,16 @@ {:symbol "PLTR" :name "Palantir" :category :equity} {:symbol "RIG" :name "Transocean" :category :equity} {:symbol "HDRO" :name "Defiance Next Gen H2 ETF" :category :etf} + {:symbol "HDRO" :name "Defiance Next Gen H2 ETF" :category :etf} + {:symbol "BZ0" :category :future} + {:symbol "NG0" :category :future} + {:symbol "RB0" :category :future} + {:symbol "ZC0" :category :future} + {:symbol "MES0" :category :future} + {:symbol "M2K0" :category :future} + {:symbol "MNQ0" :category :future} + {:symbol "MYM0" :category :future} + ; "DAX0" --- not supported ] \ No newline at end of file diff --git a/app/resources/trades.edn b/app/resources/trades.edn index 1099c080..47f5576e 100644 --- a/app/resources/trades.edn +++ b/app/resources/trades.edn @@ -1 +1 @@ -[{:category :future, :fee 324, :symbol "NG", :entry-date "1900-07-17", :days 365, :entry-price 557.0, :pl 561, :volume 309692, :account "florian", :pl-p 1, :year 2023, :pl-pd 1, :qty 556.0, :exit-price 558.0, :direction :long, :exit-date "1901-07-17"} {:category :future, :fee 5, :symbol "NG", :entry-date "2023-01-10", :days 48, :entry-price 2.964, :pl 50, :volume 29639, :account "florian", :pl-p 1, :year 2023, :pl-pd 1, :qty 10000.0, :exit-price 2.969, :direction :long, :exit-date "2023-02-27"} {:category :equity, :fee 10, :symbol "PLTR", :entry-date "2023-01-27", :days 5, :entry-price 7.63, :pl 3220, :volume 53410, :account "florian", :pl-p 60, :year 2023, :pl-pd 644, :qty 7000.0, :exit-price 8.09, :direction :long, :exit-date "2023-02-01"} {:category :equity, :fee 5, :symbol "AMZN", :entry-date "2023-01-27", :days 6, :entry-price 103.12, :pl 4345, :volume 51560, :account "florian", :pl-p 84, :year 2023, :pl-pd 724, :qty 500.0, :exit-price 111.81, :direction :long, :exit-date "2023-02-02"} {:category :future, :fee 5, :symbol "NG", :entry-date "2023-01-29", :days 29, :entry-price 2.964, :pl 50, :volume 29639, :account "florian", :pl-p 1, :year 2023, :pl-pd 1, :qty 10000.0, :exit-price 2.969, :direction :long, :exit-date "2023-02-27"} {:category :equity, :fee 20, :symbol "RIVN", :entry-date "2023-01-30", :days 3, :entry-price 19.82, :pl 1920, :volume 39639, :account "florian", :pl-p 48, :year 2023, :pl-pd 640, :qty 2000.0, :exit-price 20.78, :direction :long, :exit-date "2023-02-02"} {:category :equity, :fee 23, :symbol "FCEL", :entry-date "2023-01-31", :days 2, :entry-price 3.545, :pl 620, :volume 3545, :account "florian", :pl-p 174, :year 2023, :pl-pd 310, :qty 1000.0, :exit-price 4.165, :direction :long, :exit-date "2023-02-02"} {:category :future, :fee 20, :symbol "RB", :entry-date "2023-02-01", :days 6, :entry-price 2.5254, :pl 247, :volume 106066, :account "florian", :pl-p 2, :year 2023, :pl-pd 41, :qty 42000.0, :exit-price 2.5313, :direction :long, :exit-date "2023-02-07"} {:category :equity, :fee 34, :symbol "PLTR", :entry-date "2023-02-01", :days 1, :entry-price 8.1, :pl 4260, :volume 48600, :account "florian", :pl-p 87, :year 2023, :pl-pd 4260, :qty 6000.0, :exit-price 8.81, :direction :long, :exit-date "2023-02-02"} {:category :future, :fee 26, :symbol "ZC", :entry-date "2023-02-01", :days 1, :entry-price 668.0, :pl 1125, :volume 167000, :account "florian", :pl-p 6, :year 2023, :pl-pd 1125, :qty 250.0, :exit-price 663.5, :direction :short, :exit-date "2023-02-02"} {:category :equity, :fee 10, :symbol "PLTR", :entry-date "2023-02-02", :days 13, :entry-price 8.36, :pl 2160, :volume 16719, :account "florian", :pl-p 129, :year 2023, :pl-pd 166, :qty 2000.0, :exit-price 9.44, :direction :long, :exit-date "2023-02-15"} {:category :equity, :fee 5, :symbol "RIVN", :entry-date "2023-02-02", :days 14, :entry-price 20.74, :pl 530, :volume 20739, :account "florian", :pl-p 25, :year 2023, :pl-pd 37, :qty 1000.0, :exit-price 21.27, :direction :long, :exit-date "2023-02-16"} {:category :future, :fee 20, :symbol "ZC", :entry-date "2023-02-02", :days 7, :entry-price 663.25, :pl 250, :volume 165812, :account "florian", :pl-p 1, :year 2023, :pl-pd 35, :qty 250.0, :exit-price 662.25, :direction :short, :exit-date "2023-02-09"} {:category :future, :fee 5, :symbol "RB", :entry-date "2023-02-03", :days 4, :entry-price 2.5254, :pl 252, :volume 106066, :account "florian", :pl-p 2, :year 2023, :pl-pd 63, :qty 42000.0, :exit-price 2.5314, :direction :long, :exit-date "2023-02-07"} {:category :future, :fee 5, :symbol "RB", :entry-date "2023-02-07", :days 1, :entry-price 2.5343, :pl 1457, :volume 106440, :account "florian", :pl-p 13, :year 2023, :pl-pd 1457, :qty 42000.0, :exit-price 2.569, :direction :long, :exit-date "2023-02-08"} {:category :future, :fee 16, :symbol "RB", :entry-date "2023-02-09", :days 1, :entry-price 2.5413, :pl 2188, :volume 106734, :account "florian", :pl-p 20, :year 2023, :pl-pd 2188, :qty 42000.0, :exit-price 2.5934, :direction :long, :exit-date "2023-02-10"} {:category :future, :fee 15, :symbol "ZC", :entry-date "2023-02-10", :days 6, :entry-price 610.75, :pl 562, :volume 152687, :account "florian", :pl-p 3, :year 2023, :pl-pd 93, :qty 250.0, :exit-price 608.5, :direction :short, :exit-date "2023-02-16"} {:category :equity, :fee 10, :symbol "PLTR", :entry-date "2023-02-13", :days 2, :entry-price 8.36, :pl 1080, :volume 8359, :account "florian", :pl-p 129, :year 2023, :pl-pd 540, :qty 1000.0, :exit-price 9.44, :direction :long, :exit-date "2023-02-15"} {:category :future, :fee 5, :symbol "NG", :entry-date "2023-02-17", :days 10, :entry-price 2.964, :pl 100, :volume 59279, :account "florian", :pl-p 1, :year 2023, :pl-pd 10, :qty 20000.0, :exit-price 2.969, :direction :long, :exit-date "2023-02-27"} {:category :future, :fee 20, :symbol "NG", :entry-date "2023-02-21", :days 6, :entry-price 2.964, :pl 200, :volume 118559, :account "florian", :pl-p 1, :year 2023, :pl-pd 33, :qty 40000.0, :exit-price 2.969, :direction :long, :exit-date "2023-02-27"} {:category :future, :fee 20, :symbol "NG", :entry-date "2023-02-27", :days 0, :entry-price 2.974, :pl 2250, :volume 148699, :account "florian", :pl-p 15, :year 2023, :pl-pd 2250, :qty 50000.0, :exit-price 3.019, :direction :long, :exit-date "2023-02-27"} {:category :equity, :fee 12, :symbol "GOOGL", :entry-date "2023-02-08", :days 23, :entry-price 92.01, :pl 665, :volume 46005, :account "florian", :pl-p 14, :year 2023, :pl-pd 28, :qty 500.0, :exit-price 93.34, :direction :long, :exit-date "2023-03-03"} {:category :future, :fee 4, :symbol "MES", :entry-date "2023-02-13", :days 36, :entry-price 4002.94, :pl 237, :volume 60044, :account "florian", :pl-p 3, :year 2023, :pl-pd 6, :qty 15.0, :exit-price 4018.75, :direction :long, :exit-date "2023-03-21"} {:category :future, :fee 7, :symbol "MES", :entry-date "2023-02-16", :days 33, :entry-price 4002.94, :pl 237, :volume 60044, :account "florian", :pl-p 3, :year 2023, :pl-pd 7, :qty 15.0, :exit-price 4018.75, :direction :long, :exit-date "2023-03-21"} {:category :future, :fee 6, :symbol "MYM", :entry-date "2023-02-21", :days 38, :entry-price 33076.0, :pl 597, :volume 82690, :account "florian", :pl-p 7, :year 2023, :pl-pd 15, :qty 2.5, :exit-price 33315.0, :direction :long, :exit-date "2023-03-31"} {:category :equity, :fee 12, :symbol "GOOGL", :entry-date "2023-02-24", :days 7, :entry-price 92.01, :pl 1330, :volume 92010, :account "florian", :pl-p 14, :year 2023, :pl-pd 190, :qty 1000.0, :exit-price 93.34, :direction :long, :exit-date "2023-03-03"} {:category :future, :fee 4, :symbol "M2K", :entry-date "2023-02-27", :days 4, :entry-price 1918.72, :pl 1229, :volume 95935, :account "florian", :pl-p 12, :year 2023, :pl-pd 307, :qty 50.0, :exit-price 1943.3, :direction :long, :exit-date "2023-03-03"} {:category :future, :fee 6, :symbol "NG", :entry-date "2023-02-27", :days 2, :entry-price 3.235, :pl 960, :volume 64699, :account "florian", :pl-p 14, :year 2023, :pl-pd 480, :qty 20000.0, :exit-price 3.283, :direction :long, :exit-date "2023-03-01"} {:category :future, :fee 6, :symbol "NG", :entry-date "2023-02-28", :days 3, :entry-price 3.288, :pl 1520, :volume 32880, :account "florian", :pl-p 46, :year 2023, :pl-pd 506, :qty 10000.0, :exit-price 3.44, :direction :long, :exit-date "2023-03-03"} {:category :equity, :fee 3, :symbol "RIVN", :entry-date "2023-03-01", :days 5, :entry-price 15.85, :pl 1770, :volume 15850, :account "florian", :pl-p 111, :year 2023, :pl-pd 354, :qty 1000.0, :exit-price 17.62, :direction :long, :exit-date "2023-03-06"} {:category :equity, :fee 4, :symbol "GOOGL", :entry-date "2023-03-03", :days 3, :entry-price 93.35, :pl 1460, :volume 93349, :account "florian", :pl-p 15, :year 2023, :pl-pd 486, :qty 1000.0, :exit-price 94.81, :direction :long, :exit-date "2023-03-06"} {:category :equity, :fee 4, :symbol "GOOGL", :entry-date "2023-03-06", :days 10, :entry-price 94.78, :pl 2140, :volume 94779, :account "florian", :pl-p 22, :year 2023, :pl-pd 214, :qty 1000.0, :exit-price 96.92, :direction :long, :exit-date "2023-03-16"} {:category :future, :fee 4, :symbol "MES", :entry-date "2023-03-07", :days 14, :entry-price 4002.94, :pl 316, :volume 80058, :account "florian", :pl-p 3, :year 2023, :pl-pd 22, :qty 20.0, :exit-price 4018.75, :direction :long, :exit-date "2023-03-21"} {:category :future, :fee 4, :symbol "MYM", :entry-date "2023-03-09", :days 22, :entry-price 33076.0, :pl 597, :volume 82690, :account "florian", :pl-p 7, :year 2023, :pl-pd 27, :qty 2.5, :exit-price 33315.0, :direction :long, :exit-date "2023-03-31"} {:category :future, :fee 4, :symbol "MES", :entry-date "2023-03-09", :days 12, :entry-price 4002.94, :pl 790, :volume 200146, :account "florian", :pl-p 3, :year 2023, :pl-pd 65, :qty 50.0, :exit-price 4018.75, :direction :long, :exit-date "2023-03-21"} {:category :future, :fee 4, :symbol "MES", :entry-date "2023-03-10", :days 11, :entry-price 4002.94, :pl 395, :volume 100073, :account "florian", :pl-p 3, :year 2023, :pl-pd 35, :qty 25.0, :exit-price 4018.75, :direction :long, :exit-date "2023-03-21"} {:category :equity, :fee 5, :symbol "FRC", :entry-date "2023-03-13", :days 0, :entry-price 18.52, :pl 15480, :volume 18520, :account "florian", :pl-p 835, :year 2023, :pl-pd 15480, :qty 1000.0, :exit-price 34.0, :direction :long, :exit-date "2023-03-13"} {:category :equity, :fee 5, :symbol "FRC", :entry-date "2023-03-13", :days 0, :entry-price 30.7, :pl 5150, :volume 15350, :account "florian", :pl-p 335, :year 2023, :pl-pd 5150, :qty 500.0, :exit-price 41.0, :direction :long, :exit-date "2023-03-13"} {:category :equity, :fee 5, :symbol "FRC", :entry-date "2023-03-15", :days 0, :entry-price 31.73, :pl 2205, :volume 15864, :account "florian", :pl-p 138, :year 2023, :pl-pd 2205, :qty 500.0, :exit-price 36.14, :direction :long, :exit-date "2023-03-15"} {:category :equity, :fee 5, :symbol "FRC", :entry-date "2023-03-15", :days 1, :entry-price 24.36, :pl 920, :volume 12180, :account "florian", :pl-p 75, :year 2023, :pl-pd 920, :qty 500.0, :exit-price 26.2, :direction :long, :exit-date "2023-03-16"} {:category :equity, :fee 2, :symbol "FRC", :entry-date "2023-03-16", :days 0, :entry-price 24.36, :pl 1840, :volume 24360, :account "florian", :pl-p 75, :year 2023, :pl-pd 1840, :qty 1000.0, :exit-price 26.2, :direction :long, :exit-date "2023-03-16"} {:category :equity, :fee 5, :symbol "FRC", :entry-date "2023-03-17", :days 4, :entry-price 16.26, :pl 575, :volume 8130, :account "florian", :pl-p 70, :year 2023, :pl-pd 143, :qty 500.0, :exit-price 17.41, :direction :long, :exit-date "2023-03-21"} {:category :equity, :fee 4, :symbol "FRC", :entry-date "2023-03-20", :days 1, :entry-price 16.26, :pl 2300, :volume 32520, :account "florian", :pl-p 70, :year 2023, :pl-pd 2300, :qty 2000.0, :exit-price 17.41, :direction :long, :exit-date "2023-03-21"} {:category :future, :fee 5, :symbol "RB", :entry-date "2023-03-21", :days 1, :entry-price 2.1482, :pl 1537, :volume 90224, :account "florian", :pl-p 17, :year 2023, :pl-pd 1537, :qty 42000.0, :exit-price 2.1848, :direction :long, :exit-date "2023-03-22"} {:category :equity, :fee 2, :symbol "FRC", :entry-date "2023-03-22", :days 5, :entry-price 13.73, :pl 2010, :volume 13729, :account "florian", :pl-p 146, :year 2023, :pl-pd 402, :qty 1000.0, :exit-price 15.74, :direction :long, :exit-date "2023-03-27"} {:category :equity, :fee 4, :symbol "FRC", :entry-date "2023-03-22", :days 5, :entry-price 13.73, :pl 2010, :volume 13729, :account "florian", :pl-p 146, :year 2023, :pl-pd 402, :qty 1000.0, :exit-price 15.74, :direction :long, :exit-date "2023-03-27"} {:category :equity, :fee 4, :symbol "FRC", :entry-date "2023-03-23", :days 4, :entry-price 13.73, :pl 2010, :volume 13729, :account "florian", :pl-p 146, :year 2023, :pl-pd 502, :qty 1000.0, :exit-price 15.74, :direction :long, :exit-date "2023-03-27"} {:category :future, :fee 5, :symbol "MES", :entry-date "2023-03-26", :days 3, :entry-price 4050.37, :pl 615, :volume 101259, :account "florian", :pl-p 6, :year 2023, :pl-pd 205, :qty 25.0, :exit-price 4075.0, :direction :long, :exit-date "2023-03-29"} {:category :equity, :fee 2, :symbol "FRC", :entry-date "2023-03-27", :days 2, :entry-price 13.7, :pl 780, :volume 13699, :account "florian", :pl-p 56, :year 2023, :pl-pd 390, :qty 1000.0, :exit-price 14.48, :direction :long, :exit-date "2023-03-29"} {:category :equity, :fee 3, :symbol "FRC", :entry-date "2023-03-28", :days 1, :entry-price 13.7, :pl 780, :volume 13699, :account "florian", :pl-p 56, :year 2023, :pl-pd 780, :qty 1000.0, :exit-price 14.48, 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